Jakub Michańków
(Jakub Michankow)
Personal Details
First Name: | Jakub |
Middle Name: | |
Last Name: | Michankow |
Suffix: | |
RePEc Short-ID: | pmi1057 |
[This author has chosen not to make the email address public] | |
Affiliation
(50%) Wydział Nauk Ekonomicznych
Uniwersytet Warszawski
Warszawa, Polandhttp://www.wne.uw.edu.pl/
RePEc:edi:fesuwpl (more details at EDIRC)
(50%) Uniwersytet Ekonomiczny w Krakowie
Kraków, Polandhttp://www.uek.krakow.pl/
RePEc:edi:aekrapl (more details at EDIRC)
Research output
Jump to: Working papersWorking papers
- Jakub Michańków & Paweł Sakowski & Robert Ślepaczuk, 2023.
"Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices,"
Working Papers
2023-25, Faculty of Economic Sciences, University of Warsaw.
- Jakub Micha'nk'ow & Pawe{l} Sakowski & Robert 'Slepaczuk, 2023. "Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices," Papers 2309.15640, arXiv.org.
- Jakub Michańków & Paweł Sakowski & Robert Ślepaczuk, 2023.
"Mean Absolute Directional Loss as a New Loss Function for Machine Learning Problems in Algorithmic Investment Strategies,"
Working Papers
2023-23, Faculty of Economic Sciences, University of Warsaw.
- Jakub Micha'nk'ow & Pawe{l} Sakowski & Robert 'Slepaczuk, 2023. "Mean Absolute Directional Loss as a New Loss Function for Machine Learning Problems in Algorithmic Investment Strategies," Papers 2309.10546, arXiv.org.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-BIG: Big Data (2) 2023-10-23 2023-11-06. Author is listed
- NEP-CMP: Computational Economics (2) 2023-10-23 2023-11-06. Author is listed
- NEP-ETS: Econometric Time Series (1) 2023-11-06. Author is listed
- NEP-FMK: Financial Markets (1) 2023-11-06. Author is listed
- NEP-INV: Investment (1) 2023-11-06. Author is listed
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Jakub Michankow
(Jakub Michankow) should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.